+21.3%
NOK vs CVE
+73.4%
-52.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.6% | +5.1% | -1.6% |
| 7D | -10.4% | -12.1% | +1.7% | -9.0% |
| 30D | -19.0% | -9.8% | -9.2% | -17.8% |
| 3M | -16.7% | -0.7% | -16.0% | -16.5% |
| 6M | -37.1% | -4.3% | -32.8% | -36.5% |
| YTD | +27.7% | +70.6% | -42.9% | +32.7% |
| 1Y | +21.3% | +73.2% | -51.9% | +23.3% |
| All | +21.3% | +73.4% | -52.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling